I have an AutoCad laser pattern to integrate into a bent sheet metal. So I create my sketch and when extruding, the function doesn't recognize the outlines even though they're all closed.
I have this same model but slightly reduced for another sheet metal and this one works well.
I've already had the pb, in fact your dxf/dwg is not continuous, so you don't have a closed outline. After inserting a dxf/dwg sketch, right-click and select the string, if it goes around delete a segment and do the test again and you'll see that it stops at the point where your outline is open.
Screenshots are attached to illustrate the technique.